Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47509.84 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46111.82 Kr¶

PnL: ---------------------------------------> -776.75 Kr¶

DD now: ---------------------------------> -2.303 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:41:53.499266'

Anic Portfolio¶

Today¶

Return: -0.037 %¶

This Week¶

Return: -0.037 %¶

Total¶

Return: 55.535 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -0.310000 777.600000 104.600000 15.540000 673.000000
Nordea Bank Abp 29 0.510000 3532.780000 78.780000 2.280000 3453.999992
HEBA B 70 -3.740000 2705.500000 69.500000 2.640000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.070000 3417.600000 40.600000 1.200000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.460000 386.100000 31.100000 8.760000 355.000000
AcadeMedia 12 1.160000 586.080000 29.080000 5.220000 557.000004
Resurs Holding 22 -1.300000 602.140000 28.140000 4.900000 573.999998
Swedbank A 3 -0.380000 587.100000 23.100000 4.100000 564.000000
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Intrum 4 -1.200000 541.400000 14.400000 2.730000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Corem Property Group B 59 -4.810000 584.100000 7.100000 1.230000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Securitas B 6 -2.470000 573.480000 3.480000 0.610000 570.000000
Creaspac SPAC 6 -0.310000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
Boozt 12 -1.800000 1640.400000 -13.600000 -0.820000 1653.999996
Midsona B 63 -0.440000 565.110000 -17.890000 -3.070000 582.999984
CTEK 13 -1.280000 503.100000 -30.900000 -5.790000 533.999999
Essity B 2 1.010000 539.800000 -34.200000 -5.960000 574.000000
International Petroleum Corp. 5 -2.530000 559.500000 -35.070000 -5.900000 594.565215
Sampo Oyj SDB 7 0.740000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.930000 564.710000 -48.290000 -7.880000 612.999432
Essity A 4 0.740000 1082.000000 -67.000000 -5.830000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 3.930000 2891.200000 -79.800000 -2.690000 2971.000006
OX2 18 1.250000 1463.400000 -200.600000 -12.060000 1663.999992
Axfood 13 1.690000 3525.600000 -230.400000 -6.130000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46111.820000 -776.750000 -2.30321% 46888.564618

Updated:¶

'2023-01-30 11:42:06.221783'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶